519.246.8Análisis de series temporales o cronológicas. Autocorrelación. Regresión
Nota de contenido:
1. Introducción - 2. Time series components - 3. Seasonal adjustment: Meaning, Purpose, and methods - 4. Linear filters seasonal adjustment methods: Census method II and its variants - 5. Seasonal adjuntment based on ARIMA model decomposition: TRAMO-SEATS - 6. Seasonal adjuntment based on structural time series models - 7. Trend-cycle estimation - 8. Further developments on the henderson trend-cycle filter - 9. A unified view of trend-cycle predictors in reproducing kernel hilbert spaces (RKHS)- 10. Real time trend-cycle prediction - 11. The efect of seasonal adjustment on Real- time trend-cycle prediction
